Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.15% | 0.94 CHF | 0.95 CHF | 190,000 | 190,000 | 88,179 | 88,179 | 77,769 CHF | 78,652 CHF | 100.00% | 100.00% |
12/07/2024 | 1.32% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 90,221 | 90,221 | 71,018 CHF | 71,922 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 89,013 | 89,013 | 76,209 CHF | 77,101 CHF | 100.00% | 100.00% |
10/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 89,426 | 89,426 | 70,874 CHF | 71,770 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 89,461 | 89,461 | 72,813 CHF | 73,709 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 88,772 | 88,772 | 70,828 CHF | 71,717 CHF | 100.00% | 100.00% |
05/07/2024 | 1.55% | 0.75 CHF | 0.76 CHF | 210,000 | 210,000 | 94,971 | 94,971 | 64,537 CHF | 65,488 CHF | 99.89% | 99.89% |
04/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 84,000 | 84,000 | 67,511 | 67,511 | 43,532 CHF | 44,208 CHF | 100.00% | 100.00% |
03/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 210,000 | 210,000 | 93,805 | 93,805 | 61,306 CHF | 62,246 CHF | 100.00% | 100.00% |
02/07/2024 | 1.60% | 0.67 CHF | 0.68 CHF | 210,000 | 210,000 | 91,150 | 91,150 | 58,844 CHF | 59,757 CHF | 100.00% | 100.00% |